If I run sql hewiki, then I am connected to the hewiki databases. Coincidentally, this allows me also to run queries from centralauth tables, for example select * from centralauth.globaluser where gu_id = 1156;.
However, I cannot do the same if I do sql enwiki, probably because the centralauth database only happens to be on the same host as hewiki.
It would be nice to have centralauth accessible from all other databases, because it's central.
Thanks!